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VTWAX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTWAX and VFIAX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 1.0

Performance

VTWAX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
85.53%
123.67%
VTWAX
VFIAX

Key characteristics

Sharpe Ratio

VTWAX:

0.63

VFIAX:

0.56

Sortino Ratio

VTWAX:

0.99

VFIAX:

0.91

Omega Ratio

VTWAX:

1.14

VFIAX:

1.13

Calmar Ratio

VTWAX:

0.66

VFIAX:

0.58

Martin Ratio

VTWAX:

3.00

VFIAX:

2.42

Ulcer Index

VTWAX:

3.63%

VFIAX:

4.51%

Daily Std Dev

VTWAX:

17.31%

VFIAX:

19.43%

Max Drawdown

VTWAX:

-34.20%

VFIAX:

-55.20%

Current Drawdown

VTWAX:

-6.74%

VFIAX:

-10.52%

Returns By Period

In the year-to-date period, VTWAX achieves a -1.56% return, which is significantly higher than VFIAX's -6.38% return.


VTWAX

YTD

-1.56%

1M

-3.39%

6M

-2.01%

1Y

9.64%

5Y*

13.62%

10Y*

N/A

VFIAX

YTD

-6.38%

1M

-4.97%

6M

-4.98%

1Y

9.57%

5Y*

15.87%

10Y*

12.00%

*Annualized

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VTWAX vs. VFIAX - Expense Ratio Comparison

VTWAX has a 0.10% expense ratio, which is higher than VFIAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VTWAX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTWAX: 0.10%
Expense ratio chart for VFIAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIAX: 0.04%

Risk-Adjusted Performance

VTWAX vs. VFIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTWAX
The Risk-Adjusted Performance Rank of VTWAX is 6969
Overall Rank
The Sharpe Ratio Rank of VTWAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VTWAX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTWAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VTWAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VTWAX is 7373
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6565
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VTWAX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for VTWAX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.00
VTWAX: 0.63
VFIAX: 0.56
The chart of Sortino ratio for VTWAX, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
VTWAX: 0.99
VFIAX: 0.91
The chart of Omega ratio for VTWAX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
VTWAX: 1.14
VFIAX: 1.13
The chart of Calmar ratio for VTWAX, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.00
VTWAX: 0.66
VFIAX: 0.58
The chart of Martin ratio for VTWAX, currently valued at 3.00, compared to the broader market0.0010.0020.0030.0040.0050.00
VTWAX: 3.00
VFIAX: 2.42

The current VTWAX Sharpe Ratio is 0.63, which is comparable to the VFIAX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of VTWAX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.63
0.56
VTWAX
VFIAX

Dividends

VTWAX vs. VFIAX - Dividend Comparison

VTWAX's dividend yield for the trailing twelve months is around 1.93%, more than VFIAX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VTWAX
Vanguard Total World Stock Index Fund Admiral Shares
1.93%1.93%2.06%2.16%1.79%1.64%2.29%0.00%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.38%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

VTWAX vs. VFIAX - Drawdown Comparison

The maximum VTWAX drawdown since its inception was -34.20%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VTWAX and VFIAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.74%
-10.52%
VTWAX
VFIAX

Volatility

VTWAX vs. VFIAX - Volatility Comparison

The current volatility for Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) is 12.36%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 14.21%. This indicates that VTWAX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.36%
14.21%
VTWAX
VFIAX